09-07-2017 01:24 AM
Just wondering if anyone has codes to get data from WRDS>Compustat>North America
I would like to get Fundamentals Quarterly, with date range Jan/2010 to Dec/2011,
Consolidation Level C
Industry Format INDL FS
Data Format STD
Population Source D
Quarter Type Fiscal View
Company Status Active Inactive
I am looking for variables like Company Name, Current Assets-Total (ACTQ), Non-Current Assets-Total (ANCQ), Assets-Total (ATQ), etc..
I have company codes such as CIK (0000731859, 0001097575, 0000827165, 0001102238, 0001114605, 0000810208, …… ) and Ticker (and also CUSIP) for the companies that I am looking for.
Can I use these codes?
Or I have to get GVKEY to use in SAS code if I want to get the data, if so, any suggestions on how to get GVKEY using CIK or Ticker or CUSIP
Thanks and appreciate your help
09-07-2017 10:46 AM - edited 09-07-2017 10:55 AM
I thought WRDS had a library of programs that beginners could use?
EDIT: searching WRDS Tutorial on your favourite search engine will bring up the tutorials and the link to available resources.
09-07-2017 10:58 AM
Why would you not use the WRDS web query form for Compustat data, which allows you to specify all the filters you mention? You can also have a local text file of CUSIPs (and a second one of tickers, and third one of CIK's) to drive the company selection in the web query. Just choose the "upload a plain text file" option.
It even produces SAS (or STATA or CSV, or XLSX) files for download.
09-07-2017 08:06 PM
Thanks for the response. That's how I am collecting the data, but I thought if any one have codes that I could borrow would be useful, as it will save time. Thanks
09-07-2017 08:21 PM
The approach is correct, but WRDS/COMPUSTAT has it's own library of macros and SAS programs that you should probably use. They're likely to be tested and set up for WRDS specifically already.
09-07-2017 08:46 PM
I would assume under Support/Sample Programs but you have to be logged in and I don't have an account.